CME Swiss Franc Future September 2012


Trading Metrics calculated at close of trading on 15-Mar-2012
Day Change Summary
Previous Current
14-Mar-2012 15-Mar-2012 Change Change % Previous Week
Open 1.0758 1.0876 0.0118 1.1% 1.0998
High 1.0775 1.0876 0.0101 0.9% 1.1040
Low 1.0754 1.0876 0.0122 1.1% 1.0898
Close 1.0775 1.0876 0.0101 0.9% 1.0898
Range 0.0021 0.0000 -0.0021 -100.0% 0.0142
ATR 0.0000 0.0074 0.0074 0.0000
Volume 168 3 -165 -98.2% 10
Daily Pivots for day following 15-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.0876 1.0876 1.0876
R3 1.0876 1.0876 1.0876
R2 1.0876 1.0876 1.0876
R1 1.0876 1.0876 1.0876 1.0876
PP 1.0876 1.0876 1.0876 1.0876
S1 1.0876 1.0876 1.0876 1.0876
S2 1.0876 1.0876 1.0876
S3 1.0876 1.0876 1.0876
S4 1.0876 1.0876 1.0876
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 1.1371 1.1277 1.0976
R3 1.1229 1.1135 1.0937
R2 1.1087 1.1087 1.0924
R1 1.0993 1.0993 1.0911 1.0969
PP 1.0945 1.0945 1.0945 1.0934
S1 1.0851 1.0851 1.0885 1.0827
S2 1.0803 1.0803 1.0872
S3 1.0661 1.0709 1.0859
S4 1.0519 1.0567 1.0820
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0933 1.0754 0.0179 1.6% 0.0004 0.0% 68% False False 101
10 1.1040 1.0754 0.0286 2.6% 0.0002 0.0% 43% False False 51
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0876
2.618 1.0876
1.618 1.0876
1.000 1.0876
0.618 1.0876
HIGH 1.0876
0.618 1.0876
0.500 1.0876
0.382 1.0876
LOW 1.0876
0.618 1.0876
1.000 1.0876
1.618 1.0876
2.618 1.0876
4.250 1.0876
Fisher Pivots for day following 15-Mar-2012
Pivot 1 day 3 day
R1 1.0876 1.0856
PP 1.0876 1.0835
S1 1.0876 1.0815

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These figures are updated between 7pm and 10pm EST after a trading day.

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